+213.9%
CAT vs MET
+85.0%
+129.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | +7.4% | +4.5% | +3.0% | +4.8% |
| 30D | -19.7% | +3.5% | -23.2% | -21.4% |
| 3M | -29.6% | +5.9% | -35.5% | -32.2% |
| 6M | -33.2% | +33.1% | -66.3% | -44.8% |
| YTD | +5.7% | +33.6% | -27.9% | -13.2% |
| 1Y | +9.3% | +32.7% | -23.3% | -9.9% |
| 3Y | +158.3% | +85.0% | +73.3% | +66.7% |
| All | +213.9% | +85.0% | +129.0% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling